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High-frequency trading : a practical guide to algorithmic strategies and trading systems /
A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whe...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
2013.
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| Edición: | 2nd edition. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Preface
- Acknowledgments
- How modern markets differ from those past
- Technological innovations, systems, and hft
- Market microstructure, orders, and limit order books
- High-frequency data
- End of chapter questions
- About the author
- About the website
- Index.
- How Modern Markets Differ from Those Past
- Technological Innovations, Systems, and HFT
- Market Microstructure, Orders, and Limit Order Books
- High-Frequency Data
- Trading Costs
- Performance and Capacity of High-Frequency Trading Strategies
- The Business of High-Frequency Trading
- Statistical Arbitrage Strategies
- Directional Trading Around Events
- Automated Market Making—Naïve Inventory Models
- Automated Market Making II
- Additional HFT Strategies, Market Manipulation, and Market Crashes – Regulation
- Risk Management of HFT
- Minimizing Market Impact
- Implementation of HFT Systems.